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Symphonies
Sector FTLT | Long Vol
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Two-tier, signal-driven allocation: trend (SPY vs 200-day MA) plus tech momentum (RSI on VGT) decide whether to hold long-volatility hedges or safety assets, with equal weights inside each chosen bucket.
NutHow it works
Two big checks decide what to hold. First, is the market in a clear uptrend? If not, you go into a hedge/safety mode. If yes, you still check whether tech momentum is extreme. Second, is tech momentum high? If yes, buy hedges (UVXY, BTAL, BIL). If not, tilt toward safer assets (gold, dollar, slower-moving sectors) using an inverse-volatility weighting. All chosen assets within a bucket get equal weight unless otherwise specified. No fixed calendar rebalancing is stated, signals drive changes.
CheckmarkValue prop
Out-of-sample, this strategy delivers higher risk-adjusted performance with far lower drawdowns than the S&P 500: Sharpe ~1.77 vs ~1.04, Calmar ~1.61, max drawdown ~8.5% vs ~18.8%, while still capturing upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.110.310.310.55
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
669.43%15.2%-1.77%0.2%0.93
Sector FTLT | Long Vol
753.56%16.04%-0.05%0.89%1.65
Initial Investment
$10,000.00
Final Value
$85,355.87
Regulatory Fees
$110.42
Total Slippage
$691.82
Invest in this strategy
OOS Start Date
Nov 1, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Long-term, low-volatility hedging, sector-tilted
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VCR
Vanguard Consumer Discretionary ETF
Stocks
VDC
Vanguard Consumer Staples ETF
Stocks
VGT
Vanguard Information Technology ETF
Stocks
VHT
Vanguard Health Care ETF
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

"Sector FTLT | Long Vol" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Sector FTLT | Long Vol" is currently allocated toUUP, VHT, GLD, VCRandVGT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Sector FTLT | Long Vol" has returned 11.10%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Sector FTLT | Long Vol" is 8.47%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in "Sector FTLT | Long Vol", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.